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Includes prerequisites in corporate finance, financial markets, and financial economics; assigned learning outcomes focused on communication, teamwork, ethics, global perspective, problem solving, and critical thinking. Completion expectations cover dynamic hedging with derivatives, simulation-based equity risk measures like Value-at-Risk, and model testing using EWMA and GARCH, plus copulas, duration-based interest-rate risk, and credit risk modeling with interpretation requirements. Assessment outlines group project scoring and an individual final exam framework.",{"@graph":69,"@context":122},[70,84,105],{"@type":71,"itemListElement":72},"BreadcrumbList",[73,77,79,82],{"item":74,"name":75,"@type":76,"position":8},"https://docshare.wps.com","Home","ListItem",{"item":78,"name":9,"@type":76,"position":14},"https://docshare.wps.com/document/",{"item":80,"name":40,"@type":76,"position":81},"https://docshare.wps.com/document/research-report/",3,{"item":83,"name":65,"@type":76,"position":19},"https://docshare.wps.com/document/financial-risk-management-1st-module-course-syllabus-2020-2021/203069/",{"url":83,"name":65,"@type":85,"image":86,"author":91,"headline":65,"publisher":94,"fileFormat":97,"inLanguage":63,"description":67,"dateModified":98,"datePublished":99,"encodingFormat":97,"isAccessibleForFree":100,"interactionStatistic":101},"DigitalDocument",{"url":87,"@type":88,"width":89,"height":90},"https://docshare.wps.com/thumbnails/financial-risk-management-1st-module-course-syllabus-2020-2021/203069.png","ImageObject",300,407,{"name":92,"@type":93},"Sophia Brooks","Person",{"url":74,"name":95,"@type":96},"DocShare","Organization","application/pdf","2026-10-27","2026-09-04",true,{"@type":102,"interactionType":103,"userInteractionCount":56},"InteractionCounter",{"@type":104},"ViewAction",{"@type":106,"mainEntity":107},"FAQPage",[108,114,118],{"name":109,"@type":110,"acceptedAnswer":111},"What topics are emphasized in Financial Risk Management?","Question",{"text":112,"@type":113},"The course focuses on analyzing and managing financial risk, especially market variables affecting equities, fixed income, options, and forwards, using concepts such as dynamic hedging and risk modeling.","Answer",{"name":115,"@type":110,"acceptedAnswer":116},"What are the main learning outcomes students are expected to achieve?",{"text":117,"@type":113},"Students build communication, teamwork, ethics, global perspective, and critical thinking skills, and apply them to analyze business problems, defend arguments, and demonstrate competency in risk-management theories and techniques.",{"name":119,"@type":110,"acceptedAnswer":120},"How is student performance assessed and graded?",{"text":121,"@type":113},"Final grading combines the professor’s subjective evaluation (20%), the average of group project scores (30%), and an individual exam score (50%). Group peer evaluations are used to adjust each student’s proportional weight, while the final module exam contributes the largest portion.","https://schema.org",{"og:url":83,"og:type":124,"og:title":65,"og:site_name":95,"og:description":67},"article",{"robots":126,"canonical":83},"index,follow",{"doc_id":128,"site_id":62},203069,1788555474,{"code":4,"msg":5,"data":131},{"doc_id":128,"user_id":132,"nickname":92,"user_avatar":133,"doc_module":4,"category_id":39,"category_name":40,"doc_title":65,"doc_description":67,"doc_content":134,"file_id":135,"file_url":136,"file_type":137,"file_size":138,"view_count":56,"is_deleted":4,"is_public":8,"is_downloadable":8,"audit_status":8,"page_count":19,"language":139,"language_code":63,"site_id":62,"html_lang":63,"table_of_contents":140,"faqs":141,"seo_title":142,"seo_description":67,"update_tm":129,"read_time":52,"preview_page_count":4},962084925636,"https://ap-avatar.wpscdn.com/davatar_994ba38a5ba835b3df7d355c54d3ed8d","Course Code  \nFinancial Risk Management 1st module, 2020-2021  \nCourse Information   \nInstructor:  \nFritz Koger, CFA, PhD  \nOffice: PHBS Building, Room 752  \nPhone: It is best to contact me via email.  \nEmail: [fritzkoger@phbs.pku.edu.cn](fritzkoger@phbs.pku.edu.cn)  \nOffice Hours: Mondays 10:30-11 : 30, or by appointment.  \nTeaching Assistant:  \n~~Teaching Assistant: Veronica~~,~~张诗琪~~,~~ Shiqi Zhang, 1701213153 in 2017 Finance~~  \n~~WeChat: zsq96512; cell phone: 18955863191~~  \n~~TA Review Sessions: N/A~~  \nClasses:  \n~~Lectures: Monday and Thursday~~,~~ 8:30 – 10:20~~  \n~~Venue: PHBS Building, Room 403 (Final Exam: Room 501)~~  \nThe course will be conducted via pre-recorded videos as the professor is not yet allowed into China. While students can review the videos multiple times, it is highly recommended that they be watched during the course’s assigned lecture time.  \nCourse Website:  \nN/A  \n1. Course Description  \n1.1 Context  \nThis course is intended for the student who wishes to learn how to analyse and utilize financial risk concepts, especially with respect to managing risk. Key concepts include managing risk associated with market variables (stock prices, interest rates, volatilities, etc…) that impact securities such as equities, fixed income securities, options, and forwards.  \nPrerequisites:  \nCorporate Finance or Financial Markets. Financial Economics. Other courses are also helpful, but are not prerequisites, such as Financial Modeling, Asset Valuation Theory and Derivatives. The professor is happy to consider any student’s background on a case by case basis. Nonetheless, the professor reserves the right to screen students based on their background.  \n1.2 Textbooks and Reading Materials  \nPDFs of lecture notes will be provided by the professor .  \nAn excellent reference is John C. Hull’s Risk Management and Financial Institutions, 4th edition .  \nHull, John C; Options, Futures, and other Derivatives, 9th Edition, Pearson Press.  \n2. Learning Outcomes  \n2.1 Intended Learning Outcomes  \n\n| Learning Goals | Objectives | Assessment (YES with details or NO) |\n| --- | --- | --- |\n| 1. Our graduates will be effective communicators. | 1.1. Our students will produce quality\u003Cbr>business and research-oriented documents. |  |\n|  | 1.2. Students are able to professionally present their ideas and also logically explain and defend their argument. |  |\n| 2. Our graduates will be skilled in team work and leadership. | 2.1. Students will be able to lead and participate in group for projects, discussion, and presentation. |  |\n|  | 2.2. Students will be able to apply leadership theories and related skills. |  |\n| 3. Our graduates will be trained in ethics. | 3.1. In a case setting, students will use appropriate techniques to analyze business problems and identify the ethical aspects, provide a solution and defend it. |  |\n|  | 3.2. Our students will practice ethics in the duration of the program. |  |\n| 4. Our graduates will have a global perspective. | 4.1. Students will have an international exposure. |  |\n| 5. Our graduates will be skilled in problemsolving and critical thinking. | 5.1. Our students will have a good understanding of fundamental theories in their fields. |  |\n|  | 5.2. Our students will be prepared to face problems in various business settings and find solutions. |  |\n|  | 5.3. Our students will demonstrate competency in critical thinking. |  |\n\n2.2 Course specific objectives  \nUpon completion of this course, students will be able to:  \n-Develop problem-solving and critical thinking skills in financial risk management  \n-Develop teamwork habit and skills by completing group projects  \n-Dynamically hedge trading risks, utilizing financial derivatives  \n-Dynamically hedge trading risks, utilizing financial derivatives  \n-Summarize the equity risk exposure using simulation and various measures of risk including Value-of-Risk  \n-Test the accuracy of risk models, including EWMA and GARCH models  \n-Understand dependen","cbCaiohkVNgTospf","https://ap.wps.com/l/cbCaiohkVNgTospf","pdf",217102,"English","# Course Information\n## Instructor and Office Details\n## Course Description\n# Learning Outcomes\n## Intended Learning Outcomes\n## Course Specific Objectives\n# Assessment and Grading Details","[{\"question\":\"What topics are emphasized in Financial Risk Management?\",\"answer\":\"The course focuses on analyzing and managing financial risk, especially market variables affecting equities, fixed income, options, and forwards, using concepts such as dynamic hedging and risk modeling.\"},{\"question\":\"What are the main learning outcomes students are expected to achieve?\",\"answer\":\"Students build communication, teamwork, ethics, global perspective, and critical thinking skills, and apply them to analyze business problems, defend arguments, and demonstrate competency in risk-management theories and techniques.\"},{\"question\":\"How is student performance assessed and graded?\",\"answer\":\"Final grading combines the professor’s subjective evaluation (20%), the average of group project scores (30%), and an individual exam score (50%). Group peer evaluations are used to adjust each student’s proportional weight, while the final module exam contributes the largest portion.\"}]","Financial Risk Management - 1st module - Course Syllabus 2020-2021 | PDF"]